+1,003.0%
GLW vs EFA
+375.7%
+627.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.2% | -4.5% | -4.5% |
| 7D | +7.7% | +2.2% | +5.5% | +5.4% |
| 30D | -18.8% | +1.4% | -20.2% | -19.8% |
| 3M | -27.7% | -4.2% | -23.6% | -23.9% |
| 6M | -44.4% | +1.9% | -46.4% | -44.5% |
| YTD | +31.3% | +10.2% | +21.1% | +22.7% |
| 1Y | +40.0% | +12.8% | +27.3% | +27.9% |
| 3Y | +339.2% | +65.2% | +274.0% | +168.3% |
| 5Y | +229.2% | +49.8% | +179.3% | +121.6% |
| 10Y | +528.4% | +145.2% | +383.2% | +163.8% |
| All | +1,003.0% | +375.7% | +627.3% | +74.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EFA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling